Quick Summary
Market Stress has helped
Our Trend Day predictions are getting better
We combined Market Stress and a Trend Day prediction to identify the recent market turn
Since Market Stress the Forecast set-ups have been correct 77% of the time
Since Market Stress, October 2013-p
Market Stress, Oct 2013-p | |
Gross | $4,431 |
Avg/mo. | $1,477 |
Avg/yr | $17,724 |
% Profitable | 100% |
Std Dev/mo | $487 |
z | 5.25 |
Sharpe | 3.0* |
Since inception, 2012-p
All, 2012-p | |
Gross | $87,316 |
Avg/mo. | $3,796 |
Avg/yr | $45,556 |
% Profitable | 74% |
Std Dev/mo | $11,636 |
z | 1.56 |
Sharpe | 0.3 |
Quick Conclusion:
We’re getting better at understanding and using Market Stress and Trend Days
That should lead to more and better opportunities – especially in longer timeframes
*A Sharpe Ratio on 4 months results is a bit silly
—h
Henry Carstens
503-701-5741
carstens@verticalsolutions.com
www.verticalsolutions.com